-16.3%
SOUN vs IRM
+139.7%
-156.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.9% |
| 7D | -6.8% | -1.8% | -5.0% | -5.8% |
| 30D | -15.2% | -7.8% | -7.5% | -11.3% |
| 3M | -7.0% | -7.9% | +0.9% | -3.4% |
| 6M | -20.5% | +6.3% | -26.8% | -25.3% |
| YTD | -37.0% | +38.2% | -75.2% | -50.3% |
| 1Y | -55.3% | +19.8% | -75.1% | -61.3% |
| 3Y | +173.0% | +98.8% | +74.3% | +69.4% |
| All | -16.3% | +139.7% | -156.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling